+1,789.1%
AME vs LDOS
+508.5%
+1,280.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | -4.4% | -2.8% | -1.6% | -3.6% |
| 30D | -5.9% | +13.6% | -19.5% | -10.9% |
| 3M | -6.5% | +4.2% | -10.8% | -9.1% |
| 6M | +3.2% | -8.2% | +11.4% | +4.6% |
| YTD | +16.0% | -24.1% | +40.1% | +25.5% |
| 1Y | +20.4% | -31.2% | +51.7% | +35.7% |
| 3Y | +68.2% | +35.0% | +33.2% | +37.3% |
| 5Y | +74.4% | +52.6% | +21.8% | +31.5% |
| 10Y | +470.6% | +261.9% | +208.8% | +191.2% |
| All | +1,789.1% | +508.5% | +1,280.6% | +587.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling